ABAP client proxy create error

Hi,
When I try to create a client proxy web service (se80), I get the error "Error when creating HTTP client: URL: Error:Connection Parameters (Host or Service) Not Availa Message no. SPRX137"
I want to consume a web service (by reading a wsdl from an url) from my own network. the ICM seems to work fine.
Any ideas?
thanks,
Raymond Does

Hi Praveen,
Actualy I am not using XI. I would like to connect to the web service by creating a client proxy and then calling the web service with an ABAP program.
I that case, do I have to do the SPROXY settings as well?
While debugging the creation of the client proxy I saw that the urls to the wsdl and xsd files (my wsdl is refering to them) did not have the complete http://..etc.. text but only the last part (like 'SystemGetInfo.wsdl'). It seems that the client proxy generation program cannot handle this url data.
Please let me know what to do.
Regards,
Raymond

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